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updated 4:56:30 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.54%
3d Period Avg+0.66%
LONG KuCoin · nowCLANKERUSDTM
+10.96%
3d avg:+14.33%
SHORT Gate.io · now
+35.50%
3d avg:+14.99%
Entry Spread Now
+0.311%
In your favorL 12.8600 · S 12.9000+$31.10 if it converges
24h range −0.08%…+0.54% · median +0.16%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$21.46
−0.21%
$Avg Daily PnL
+$0.14
+0.0014%
★Best Day
+$4.44
Aug 16
◎Open Interest
KuCoin$1.03M
Gate.io$65.0K⚡Funding APR
+0.49%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
5.4mo
to break even
◧24h Volume
KuCoin$13.6KGate.io$7.6KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.